+872.2%
JNJ vs VO
+827.2%
+45.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +2.7% | -0.3% | +2.9% | +2.8% |
| 30D | +7.4% | -0.3% | +7.7% | +7.5% |
| 3M | +21.2% | +2.9% | +18.3% | +19.6% |
| 6M | +13.4% | +9.3% | +4.1% | +9.0% |
| YTD | +35.1% | +14.2% | +20.9% | +27.3% |
| 1Y | +57.4% | +15.3% | +42.2% | +47.6% |
| 3Y | +86.8% | +56.2% | +30.5% | +51.9% |
| 5Y | +80.8% | +42.4% | +38.4% | +50.4% |
| 10Y | +202.7% | +194.7% | +8.0% | +77.1% |
| All | +872.2% | +827.2% | +45.0% | +244.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling